EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Heavy traffic theory"
Narrow search

Narrow search

Year of publication
Subject
All
Algorithm 1 Algorithmus 1 Exponential moments 1 First hitting times 1 Heavy traffic theory 1 Innovation diffusion 1 Innovationsdiffusion 1 Reflected Lévy process 1 Reflected fractional Brownian motion 1 Skorohod problem 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 heavy traffic theory 1 invariant measures 1 reflected diffusions 1 stochastic algorithms 1 stochastic network theory 1 stochastic networks 1
more ... less ...
Online availability
All
Undetermined 1
Type of publication
All
Article 2
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1 Undetermined 1
Author
All
Budhiraja, Amarjit 1 Chen, Jiang 1 Lee, Chihoon 1 Rubenthaler, Sylvain 1
Published in...
All
Mathematics of operations research 1 Statistics & Probability Letters 1
Source
All
ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
A numerical scheme for invariant distributions of constrained diffusions
Budhiraja, Amarjit; Chen, Jiang; Rubenthaler, Sylvain - In: Mathematics of operations research 39 (2014) 2, pp. 262-289
Persistent link: https://www.econbiz.de/10010384214
Saved in:
Cover Image
Bounds on exponential moments of hitting times for reflected processes on the positive orthant
Lee, Chihoon - In: Statistics & Probability Letters 82 (2012) 6, pp. 1120-1128
We first consider a multi-dimensional reflected fractional Brownian motion process on the positive orthant with the Hurst parameter H∈(0,1). In particular, when H1/2, this model serves to approximate fluid stochastic network models fed by a big number of heavy tailed ON/OFF sources in heavy...
Persistent link: https://www.econbiz.de/10011040006
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...